-29.1%
TRMB vs EXEL
+50.0%
-79.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.9% |
| 7D | -5.4% | -2.9% | -2.5% | -5.2% |
| 30D | -2.0% | +11.9% | -13.9% | -2.9% |
| 3M | +12.3% | +9.2% | +3.1% | +11.6% |
| 6M | -17.6% | +39.1% | -56.7% | -20.5% |
| YTD | -27.5% | +31.0% | -58.5% | -29.4% |
| 1Y | -29.1% | +52.3% | -81.4% | -33.3% |
| All | -29.1% | +50.0% | -79.1% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling